A number of his responses to questions could possibly be seen as sarcastic. For example, at his trial they asked him if he claimed to be the son of god, and he said "you say I am." There are a few other examples. But whether these were intended to be amusing, or just verbal sparring, is something you'd need to know a lot about ancient Jewish humour, which we largely don't. There are no explicit jokes by him recorded in the canonical gospels. But, it's entirely possible that he made jokes, they just weren't recorded because his disciples, and the gospel writers, didn't feel it was as important as other things, such as parables and moral teachings. The writer of Luke claimed that Jesus said a lot of things that he didn't have space to record (and what he didn't mention is that he was writing decades after Jesus's death, so likely the primary sources he was using had simply forgotten most of what Jesus said).

So, in short, we don't know.